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Jakub Michańków
(Jakub Michankow)

Personal Details

First Name:Jakub
Middle Name:
Last Name:Michankow
Suffix:
RePEc Short-ID:pmi1057
[This author has chosen not to make the email address public]

Affiliation

(50%) Wydział Nauk Ekonomicznych
Uniwersytet Warszawski

Warszawa, Poland
http://www.wne.uw.edu.pl/
RePEc:edi:fesuwpl (more details at EDIRC)

(50%) Uniwersytet Ekonomiczny w Krakowie

Kraków, Poland
http://www.uek.krakow.pl/
RePEc:edi:aekrapl (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers 2023-25, Faculty of Economic Sciences, University of Warsaw.
  2. Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Working Papers 2023-23, Faculty of Economic Sciences, University of Warsaw.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (2) 2023-10-23 2023-11-06. Author is listed
  2. NEP-CMP: Computational Economics (2) 2023-10-23 2023-11-06. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2023-11-06. Author is listed
  4. NEP-FMK: Financial Markets (1) 2023-11-06. Author is listed
  5. NEP-INV: Investment (1) 2023-11-06. Author is listed

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